KOSOWSKI Robert, PhD

Affiliate Professor

Speciality : Finance

EDHEC Business School
393/400 Promenade des Anglais - BP3116
06202 Nice cedex 3 - France

Téléphone : + 33 (0)4 93 18 99 66
Télécopie : + 33 (0)4 93 83 08 10

Email : r.kosowski@imperial.ac.uk

Main academic publications

Quarterly Journal of Finance (2011), Journal of Financial Economics (2007 ; 2011), Journal of Finance (2006)

Documents to download

Pdf
CV KOSOWSKI Robert...
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Publications edhec

First, we construct a very comprehensive set of time series momentum benchmark portfolios. Second, we...
By highlighting economically important effects of database selection bias on previously documented results...
Using a dataset with intra-day quotes of 12 futures contracts from November 1999 to October 2009, we...